Portfolio behaviour and asset pricing in a characteristics framework
Year of publication: |
2000
|
---|---|
Authors: | Blake, David |
Published in: |
Finance : a characteristics approach. - London [u.a.] : Routledge, ISBN 0-415-21290-1. - 2000, p. 12-34
|
Subject: | Portfolio-Management | Portfolio selection | CAPM | Theorie | Theory |
-
Modern portfolio theory and investment analysis
Elton, Edwin J., (1995)
-
International home bias in international finance and business cycles
Lewis, Karen K., (1998)
-
Basis- und Faktorportfolios : Risikofaktoren als Grundlage im Investitionsprozeß
Häfliger, Thomas, (1998)
- More ...
-
Network centrality and pension fund performance
Rossi, Alberto G., (2015)
-
Longevity Risk and Capital Markets: The 2007-2008 Update
MacMinn, Richard, (2008)
-
Blake, David, (2008)
- More ...